+391.0%
DDOG vs SW
+81.7%
+309.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | -2.3% | -2.6% | +0.3% | -1.9% |
| 30D | -35.8% | +7.2% | -43.0% | -36.7% |
| 3M | -25.3% | -10.5% | -14.8% | -24.1% |
| 6M | -8.9% | +9.9% | -18.7% | -11.2% |
| YTD | +35.6% | +17.2% | +18.3% | +29.6% |
| 1Y | -6.8% | +26.5% | -33.3% | -12.2% |
| 3Y | +77.9% | +47.7% | +30.2% | +59.8% |
| 5Y | -3.1% | +0.2% | -3.3% | -11.4% |
| All | +391.0% | +81.7% | +309.3% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling